Student's t distribution

plural Student's t distributions · alternative Student's t-distribution

1. mathematicsA distribution that arises when the population standard deviation is unknown and has to be estimated from the data.

   A complete description of the Student's t distribution is beyond the aims of this book.

   2009, Francesco Sardanelli, Giovanni Di Leo, “Biostatistics for Radiologists: Planning, Performing, and Writing a Radiologic Study”, in [2008, Biostatistica in Radiologia], Springer, page 59

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   In contrast, the 0.95 confidence interval for μ is (577.1,623.4), assuming T does indeed have a Student's t distribution.

   2011, Rand Wilcox, Modern Statistics for the Social and Behavioral Sciences: A Practical Introduction, Taylor & Francis (CRC Press), page 155

   Markowitz contends that the weight of the evidence supports a conclusion that the Student's t-distribution is a better model of stock returns than either the normal distribution or the stable Paretian.

   2012, Paul D. Kaplan, Frontiers of Modern Asset Allocation, Wiley, page 358

   To the best of our knowledge, our study is the first empirical implementation of the skewed t-copula to generate meta-skewed Student's t-distributions.

   2013, Manuel Ammann, Stephan Süss, “Asymmetric dependence patterns in financial time series”, in Alexandra Dias, Mark Salmon, Chris Adcock, editors, Copulae and Multivariate Probability Distributions in Finance, Taylor & Francis (Routledge), page 95

   The graph of the probability density function of the Student's t distribution is a symmetric and bell-shaped curve, differing for different sample sizes.

   2014, Mohammad Ahsanullah, B.M. Golam Kibria, Mohammad Shakil, Normal and Student's t Distributions and Their Applications, Springer, page 51

   Synonyms: Student's t, t distribution